
library(tidyquant)
library(tidyverse)
library(tsibble)
library(fable)
library(feasts)
index = tq_index("SP500") %>% select(symbol, weight)
index = index %>% filter(symbol != "-")
index
sum(index$weight)
data = tq_get(index$symbol, get = "stock.prices", from = "2023-01-01", to = "2024-03-29") %>% select(symbol, date, adjusted)
library(readxl)
sectores <- read_excel("Proyecto_2/sectores.xlsx")
index = left_join(index, select(Sector, c(Symbol, Sector)), by = join_by(symbol == Symbol))
index %>% filter(if_any(everything(), is.na))
symbols_from_data = unique(data$symbol)
data = pivot_wider(data, id_cols = date, names_from = symbol, values_from = adjusted)
data = mutate(data, t = row_number())
data = pivot_longer(data, all_of(symbols_from_data), names_to = "symbol", values_to = "adjusted")
data = data %>% group_by(symbol) %>% mutate(t = row_number())
data = as_tsibble(data, index = t, key = symbol)
data
data = left_join(data, index, by = join_by(symbol == symbol))
data
data = as_tsibble(data, index = t, key = symbol)
data = data %>% mutate(portafolio = adjusted*weight*100)
fcasts_symbol <- data %>%
model(arima = ARIMA(adjusted)) %>%
forecast(h = 20)
Warning: NaNs producedWarning: NaNs producedWarning: NaNs producedWarning: NaNs producedWarning: NaNs producedWarning: NaNs produced